Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15.07.2024 1.32% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 339'091 CHF 114'530 CHF 92.68% 92.68%
12.07.2024 1.33% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 336'807 CHF 113'769 CHF 94.77% 94.77%
11.07.2024 1.41% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 317'289 CHF 107'263 CHF 92.68% 92.68%
10.07.2024 1.48% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 301'518 CHF 102'006 CHF 91.16% 91.16%
09.07.2024 1.50% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 298'476 CHF 100'992 CHF 94.88% 94.88%
08.07.2024 1.44% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 310'663 CHF 105'054 CHF 90.09% 90.09%
05.07.2024 1.46% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 306'107 CHF 103'536 CHF 93.09% 93.09%
04.07.2024 1.47% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 304'670 CHF 103'057 CHF 87.23% 87.23%
03.07.2024 1.57% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 285'222 CHF 96'574 CHF 96.09% 96.09%
02.07.2024 1.62% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 276'435 CHF 93'645 CHF 97.38% 97.38%

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